Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: GHK Estimator


From   Antoine Terracol <Antoine.Terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GHK Estimator
Date   Tue, 04 Mar 2003 14:25:56 +0100

Hello,

The -triprobit- command (findit triprobit) uses the GHK simulator to calculate (standard) trivariate CDFs.
You could hack and/or modify the relevant part of the code and plug it into your program.

Best,
Antoine.

Bersant Hobdari wrote:

Hi All,

I would like to estimate a model involving a dynamic binomial probit
with initial conditions and AR(1) error term. In order to carry out the
estimation I need to run the Simulated Maximum Likelihood via the GHK
estimator. My question is whether has anyone developed a STATA code for
SML estimator. If so, I would appreciate it very much if you would be so
kind to make it available.

Sincerely,


--
Ce message a subi une analyse antivirus par MailScanner ; il est vraisemblablement
sans danger.

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index